+3,029.3%
TRMB vs GPC
+2,260.4%
+768.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.6% |
| 7D | -16.7% | +1.6% | -18.2% | -17.6% |
| 30D | -9.9% | -2.1% | -7.8% | -9.4% |
| 3M | -7.6% | -6.8% | -0.8% | -4.7% |
| 6M | -14.7% | +18.6% | -33.3% | -23.6% |
| YTD | -30.9% | +2.7% | -33.6% | -34.3% |
| 1Y | -31.3% | +1.8% | -33.1% | -34.4% |
| 3Y | +29.4% | +1.1% | +28.4% | +19.2% |
| 5Y | -37.4% | +4.1% | -41.4% | -43.4% |
| 10Y | +109.2% | +88.2% | +20.9% | +27.1% |
| All | +3,029.3% | +2,260.4% | +768.9% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling